FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23100 CE | ||||||||||
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Delta: 0.70
Vega: 9.49
Theta: -14.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 210 | -80.00 | 11.01 | 71,699.375 | 875 | 2,529.375 | |||
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| 13 Nov | 23138.40 | 290 | -872.85 | 16.93 | 14,691.875 | 1,654.375 | 1,654.375 | |||
| 12 Nov | 23563.65 | 1162.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1162.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 1162.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 1162.85 | 1162.85 | - | 0 | 0 | 0 | |||
| 22 Oct | 23700.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 23100 expiring on 19NOV2024
Delta for 23100 CE is 0.70
Historical price for 23100 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 210, which was -80.00 lower than the previous day. The implied volatity was 11.01, the open interest changed by 1400 which increased total open position to 4047
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 290, which was -872.85 lower than the previous day. The implied volatity was 16.93, the open interest changed by 2647 which increased total open position to 2647
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 1162.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 1162.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 1162.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 1162.85, which was 1162.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Oct FINNIFTY was trading at 23700.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 19NOV2024 23100 PE | |||||||
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Delta: -0.32
Vega: 9.72
Theta: -9.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 69.1 | -30.90 | 12.15 | 3,46,030.625 | 7,418.125 | 10,495 |
| 13 Nov | 23138.40 | 100 | 62.00 | 14.19 | 87,024.375 | 2,661.25 | 3,076.875 |
| 12 Nov | 23563.65 | 38 | -200.70 | 14.93 | 748.75 | 415.625 | 415.625 |
| 11 Nov | 23959.95 | 238.7 | 0.00 | 6.10 | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 238.7 | 0.00 | 4.80 | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 238.7 | 238.70 | 5.30 | 0 | 0 | 0 |
| 22 Oct | 23700.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23100 expiring on 19NOV2024
Delta for 23100 PE is -0.32
Historical price for 23100 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 69.1, which was -30.90 lower than the previous day. The implied volatity was 12.15, the open interest changed by 11869 which increased total open position to 16792
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 100, which was 62.00 higher than the previous day. The implied volatity was 14.19, the open interest changed by 4258 which increased total open position to 4923
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 38, which was -200.70 lower than the previous day. The implied volatity was 14.93, the open interest changed by 665 which increased total open position to 665
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 238.7, which was 0.00 lower than the previous day. The implied volatity was 6.10, the open interest changed by 0 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 238.7, which was 0.00 lower than the previous day. The implied volatity was 4.80, the open interest changed by 0 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 238.7, which was 238.70 higher than the previous day. The implied volatity was 5.30, the open interest changed by 0 which decreased total open position to 0
On 22 Oct FINNIFTY was trading at 23700.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
